diff options
Diffstat (limited to 'numpy/lib')
| -rw-r--r-- | numpy/lib/__init__.py | 2 | ||||
| -rw-r--r-- | numpy/lib/financial.py | 967 | ||||
| -rw-r--r-- | numpy/lib/function_base.py | 45 | ||||
| -rw-r--r-- | numpy/lib/polynomial.py | 2 | ||||
| -rw-r--r-- | numpy/lib/tests/test_financial.py | 380 | ||||
| -rw-r--r-- | numpy/lib/tests/test_financial_expired.py | 12 | ||||
| -rw-r--r-- | numpy/lib/tests/test_function_base.py | 27 | ||||
| -rw-r--r-- | numpy/lib/tests/test_polynomial.py | 9 |
8 files changed, 70 insertions, 1374 deletions
diff --git a/numpy/lib/__init__.py b/numpy/lib/__init__.py index cb0de0d15..ad88ba347 100644 --- a/numpy/lib/__init__.py +++ b/numpy/lib/__init__.py @@ -35,7 +35,6 @@ from .polynomial import * from .utils import * from .arraysetops import * from .npyio import * -from .financial import * from .arrayterator import Arrayterator from .arraypad import * from ._version import * @@ -54,7 +53,6 @@ __all__ += polynomial.__all__ __all__ += utils.__all__ __all__ += arraysetops.__all__ __all__ += npyio.__all__ -__all__ += financial.__all__ __all__ += nanfunctions.__all__ __all__ += histograms.__all__ diff --git a/numpy/lib/financial.py b/numpy/lib/financial.py deleted file mode 100644 index 709a79dc0..000000000 --- a/numpy/lib/financial.py +++ /dev/null @@ -1,967 +0,0 @@ -"""Some simple financial calculations - -patterned after spreadsheet computations. - -There is some complexity in each function -so that the functions behave like ufuncs with -broadcasting and being able to be called with scalars -or arrays (or other sequences). - -Functions support the :class:`decimal.Decimal` type unless -otherwise stated. -""" -import warnings -from decimal import Decimal -import functools - -import numpy as np -from numpy.core import overrides - - -_depmsg = ("numpy.{name} is deprecated and will be removed from NumPy 1.20. " - "Use numpy_financial.{name} instead " - "(https://pypi.org/project/numpy-financial/).") - -array_function_dispatch = functools.partial( - overrides.array_function_dispatch, module='numpy') - - -__all__ = ['fv', 'pmt', 'nper', 'ipmt', 'ppmt', 'pv', 'rate', - 'irr', 'npv', 'mirr'] - -_when_to_num = {'end':0, 'begin':1, - 'e':0, 'b':1, - 0:0, 1:1, - 'beginning':1, - 'start':1, - 'finish':0} - -def _convert_when(when): - #Test to see if when has already been converted to ndarray - #This will happen if one function calls another, for example ppmt - if isinstance(when, np.ndarray): - return when - try: - return _when_to_num[when] - except (KeyError, TypeError): - return [_when_to_num[x] for x in when] - - -def _fv_dispatcher(rate, nper, pmt, pv, when=None): - warnings.warn(_depmsg.format(name='fv'), - DeprecationWarning, stacklevel=3) - return (rate, nper, pmt, pv) - - -@array_function_dispatch(_fv_dispatcher) -def fv(rate, nper, pmt, pv, when='end'): - """ - Compute the future value. - - .. deprecated:: 1.18 - - `fv` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Given: - * a present value, `pv` - * an interest `rate` compounded once per period, of which - there are - * `nper` total - * a (fixed) payment, `pmt`, paid either - * at the beginning (`when` = {'begin', 1}) or the end - (`when` = {'end', 0}) of each period - - Return: - the value at the end of the `nper` periods - - Parameters - ---------- - rate : scalar or array_like of shape(M, ) - Rate of interest as decimal (not per cent) per period - nper : scalar or array_like of shape(M, ) - Number of compounding periods - pmt : scalar or array_like of shape(M, ) - Payment - pv : scalar or array_like of shape(M, ) - Present value - when : {{'begin', 1}, {'end', 0}}, {string, int}, optional - When payments are due ('begin' (1) or 'end' (0)). - Defaults to {'end', 0}. - - Returns - ------- - out : ndarray - Future values. If all input is scalar, returns a scalar float. If - any input is array_like, returns future values for each input element. - If multiple inputs are array_like, they all must have the same shape. - - Notes - ----- - The future value is computed by solving the equation:: - - fv + - pv*(1+rate)**nper + - pmt*(1 + rate*when)/rate*((1 + rate)**nper - 1) == 0 - - or, when ``rate == 0``:: - - fv + pv + pmt * nper == 0 - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). - Open Document Format for Office Applications (OpenDocument)v1.2, - Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, - Pre-Draft 12. Organization for the Advancement of Structured Information - Standards (OASIS). Billerica, MA, USA. [ODT Document]. - Available: - http://www.oasis-open.org/committees/documents.php?wg_abbrev=office-formula - OpenDocument-formula-20090508.odt - - - Examples - -------- - What is the future value after 10 years of saving $100 now, with - an additional monthly savings of $100. Assume the interest rate is - 5% (annually) compounded monthly? - - >>> np.fv(0.05/12, 10*12, -100, -100) - 15692.928894335748 - - By convention, the negative sign represents cash flow out (i.e. money not - available today). Thus, saving $100 a month at 5% annual interest leads - to $15,692.93 available to spend in 10 years. - - If any input is array_like, returns an array of equal shape. Let's - compare different interest rates from the example above. - - >>> a = np.array((0.05, 0.06, 0.07))/12 - >>> np.fv(a, 10*12, -100, -100) - array([ 15692.92889434, 16569.87435405, 17509.44688102]) # may vary - - """ - when = _convert_when(when) - (rate, nper, pmt, pv, when) = map(np.asarray, [rate, nper, pmt, pv, when]) - temp = (1+rate)**nper - fact = np.where(rate == 0, nper, - (1 + rate*when)*(temp - 1)/rate) - return -(pv*temp + pmt*fact) - - -def _pmt_dispatcher(rate, nper, pv, fv=None, when=None): - warnings.warn(_depmsg.format(name='pmt'), - DeprecationWarning, stacklevel=3) - return (rate, nper, pv, fv) - - -@array_function_dispatch(_pmt_dispatcher) -def pmt(rate, nper, pv, fv=0, when='end'): - """ - Compute the payment against loan principal plus interest. - - .. deprecated:: 1.18 - - `pmt` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Given: - * a present value, `pv` (e.g., an amount borrowed) - * a future value, `fv` (e.g., 0) - * an interest `rate` compounded once per period, of which - there are - * `nper` total - * and (optional) specification of whether payment is made - at the beginning (`when` = {'begin', 1}) or the end - (`when` = {'end', 0}) of each period - - Return: - the (fixed) periodic payment. - - Parameters - ---------- - rate : array_like - Rate of interest (per period) - nper : array_like - Number of compounding periods - pv : array_like - Present value - fv : array_like, optional - Future value (default = 0) - when : {{'begin', 1}, {'end', 0}}, {string, int} - When payments are due ('begin' (1) or 'end' (0)) - - Returns - ------- - out : ndarray - Payment against loan plus interest. If all input is scalar, returns a - scalar float. If any input is array_like, returns payment for each - input element. If multiple inputs are array_like, they all must have - the same shape. - - Notes - ----- - The payment is computed by solving the equation:: - - fv + - pv*(1 + rate)**nper + - pmt*(1 + rate*when)/rate*((1 + rate)**nper - 1) == 0 - - or, when ``rate == 0``:: - - fv + pv + pmt * nper == 0 - - for ``pmt``. - - Note that computing a monthly mortgage payment is only - one use for this function. For example, pmt returns the - periodic deposit one must make to achieve a specified - future balance given an initial deposit, a fixed, - periodically compounded interest rate, and the total - number of periods. - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). - Open Document Format for Office Applications (OpenDocument)v1.2, - Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, - Pre-Draft 12. Organization for the Advancement of Structured Information - Standards (OASIS). Billerica, MA, USA. [ODT Document]. - Available: - http://www.oasis-open.org/committees/documents.php - ?wg_abbrev=office-formulaOpenDocument-formula-20090508.odt - - Examples - -------- - What is the monthly payment needed to pay off a $200,000 loan in 15 - years at an annual interest rate of 7.5%? - - >>> np.pmt(0.075/12, 12*15, 200000) - -1854.0247200054619 - - In order to pay-off (i.e., have a future-value of 0) the $200,000 obtained - today, a monthly payment of $1,854.02 would be required. Note that this - example illustrates usage of `fv` having a default value of 0. - - """ - when = _convert_when(when) - (rate, nper, pv, fv, when) = map(np.array, [rate, nper, pv, fv, when]) - temp = (1 + rate)**nper - mask = (rate == 0) - masked_rate = np.where(mask, 1, rate) - fact = np.where(mask != 0, nper, - (1 + masked_rate*when)*(temp - 1)/masked_rate) - return -(fv + pv*temp) / fact - - -def _nper_dispatcher(rate, pmt, pv, fv=None, when=None): - warnings.warn(_depmsg.format(name='nper'), - DeprecationWarning, stacklevel=3) - return (rate, pmt, pv, fv) - - -@array_function_dispatch(_nper_dispatcher) -def nper(rate, pmt, pv, fv=0, when='end'): - """ - Compute the number of periodic payments. - - .. deprecated:: 1.18 - - `nper` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - :class:`decimal.Decimal` type is not supported. - - Parameters - ---------- - rate : array_like - Rate of interest (per period) - pmt : array_like - Payment - pv : array_like - Present value - fv : array_like, optional - Future value - when : {{'begin', 1}, {'end', 0}}, {string, int}, optional - When payments are due ('begin' (1) or 'end' (0)) - - Notes - ----- - The number of periods ``nper`` is computed by solving the equation:: - - fv + pv*(1+rate)**nper + pmt*(1+rate*when)/rate*((1+rate)**nper-1) = 0 - - but if ``rate = 0`` then:: - - fv + pv + pmt*nper = 0 - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - - Examples - -------- - If you only had $150/month to pay towards the loan, how long would it take - to pay-off a loan of $8,000 at 7% annual interest? - - >>> print(np.round(np.nper(0.07/12, -150, 8000), 5)) - 64.07335 - - So, over 64 months would be required to pay off the loan. - - The same analysis could be done with several different interest rates - and/or payments and/or total amounts to produce an entire table. - - >>> np.nper(*(np.ogrid[0.07/12: 0.08/12: 0.01/12, - ... -150 : -99 : 50 , - ... 8000 : 9001 : 1000])) - array([[[ 64.07334877, 74.06368256], - [108.07548412, 127.99022654]], - [[ 66.12443902, 76.87897353], - [114.70165583, 137.90124779]]]) - - """ - when = _convert_when(when) - (rate, pmt, pv, fv, when) = map(np.asarray, [rate, pmt, pv, fv, when]) - - use_zero_rate = False - with np.errstate(divide="raise"): - try: - z = pmt*(1+rate*when)/rate - except FloatingPointError: - use_zero_rate = True - - if use_zero_rate: - return (-fv + pv) / pmt - else: - A = -(fv + pv)/(pmt+0) - B = np.log((-fv+z) / (pv+z))/np.log(1+rate) - return np.where(rate == 0, A, B) - - -def _ipmt_dispatcher(rate, per, nper, pv, fv=None, when=None): - warnings.warn(_depmsg.format(name='ipmt'), - DeprecationWarning, stacklevel=3) - return (rate, per, nper, pv, fv) - - -@array_function_dispatch(_ipmt_dispatcher) -def ipmt(rate, per, nper, pv, fv=0, when='end'): - """ - Compute the interest portion of a payment. - - .. deprecated:: 1.18 - - `ipmt` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Parameters - ---------- - rate : scalar or array_like of shape(M, ) - Rate of interest as decimal (not per cent) per period - per : scalar or array_like of shape(M, ) - Interest paid against the loan changes during the life or the loan. - The `per` is the payment period to calculate the interest amount. - nper : scalar or array_like of shape(M, ) - Number of compounding periods - pv : scalar or array_like of shape(M, ) - Present value - fv : scalar or array_like of shape(M, ), optional - Future value - when : {{'begin', 1}, {'end', 0}}, {string, int}, optional - When payments are due ('begin' (1) or 'end' (0)). - Defaults to {'end', 0}. - - Returns - ------- - out : ndarray - Interest portion of payment. If all input is scalar, returns a scalar - float. If any input is array_like, returns interest payment for each - input element. If multiple inputs are array_like, they all must have - the same shape. - - See Also - -------- - ppmt, pmt, pv - - Notes - ----- - The total payment is made up of payment against principal plus interest. - - ``pmt = ppmt + ipmt`` - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - - Examples - -------- - What is the amortization schedule for a 1 year loan of $2500 at - 8.24% interest per year compounded monthly? - - >>> principal = 2500.00 - - The 'per' variable represents the periods of the loan. Remember that - financial equations start the period count at 1! - - >>> per = np.arange(1*12) + 1 - >>> ipmt = np.ipmt(0.0824/12, per, 1*12, principal) - >>> ppmt = np.ppmt(0.0824/12, per, 1*12, principal) - - Each element of the sum of the 'ipmt' and 'ppmt' arrays should equal - 'pmt'. - - >>> pmt = np.pmt(0.0824/12, 1*12, principal) - >>> np.allclose(ipmt + ppmt, pmt) - True - - >>> fmt = '{0:2d} {1:8.2f} {2:8.2f} {3:8.2f}' - >>> for payment in per: - ... index = payment - 1 - ... principal = principal + ppmt[index] - ... print(fmt.format(payment, ppmt[index], ipmt[index], principal)) - 1 -200.58 -17.17 2299.42 - 2 -201.96 -15.79 2097.46 - 3 -203.35 -14.40 1894.11 - 4 -204.74 -13.01 1689.37 - 5 -206.15 -11.60 1483.22 - 6 -207.56 -10.18 1275.66 - 7 -208.99 -8.76 1066.67 - 8 -210.42 -7.32 856.25 - 9 -211.87 -5.88 644.38 - 10 -213.32 -4.42 431.05 - 11 -214.79 -2.96 216.26 - 12 -216.26 -1.49 -0.00 - - >>> interestpd = np.sum(ipmt) - >>> np.round(interestpd, 2) - -112.98 - - """ - when = _convert_when(when) - rate, per, nper, pv, fv, when = np.broadcast_arrays(rate, per, nper, - pv, fv, when) - total_pmt = pmt(rate, nper, pv, fv, when) - ipmt = _rbl(rate, per, total_pmt, pv, when)*rate - try: - ipmt = np.where(when == 1, ipmt/(1 + rate), ipmt) - ipmt = np.where(np.logical_and(when == 1, per == 1), 0, ipmt) - except IndexError: - pass - return ipmt - - -def _rbl(rate, per, pmt, pv, when): - """ - This function is here to simply have a different name for the 'fv' - function to not interfere with the 'fv' keyword argument within the 'ipmt' - function. It is the 'remaining balance on loan' which might be useful as - its own function, but is easily calculated with the 'fv' function. - """ - return fv(rate, (per - 1), pmt, pv, when) - - -def _ppmt_dispatcher(rate, per, nper, pv, fv=None, when=None): - warnings.warn(_depmsg.format(name='ppmt'), - DeprecationWarning, stacklevel=3) - return (rate, per, nper, pv, fv) - - -@array_function_dispatch(_ppmt_dispatcher) -def ppmt(rate, per, nper, pv, fv=0, when='end'): - """ - Compute the payment against loan principal. - - .. deprecated:: 1.18 - - `ppmt` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Parameters - ---------- - rate : array_like - Rate of interest (per period) - per : array_like, int - Amount paid against the loan changes. The `per` is the period of - interest. - nper : array_like - Number of compounding periods - pv : array_like - Present value - fv : array_like, optional - Future value - when : {{'begin', 1}, {'end', 0}}, {string, int} - When payments are due ('begin' (1) or 'end' (0)) - - See Also - -------- - pmt, pv, ipmt - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - - """ - total = pmt(rate, nper, pv, fv, when) - return total - ipmt(rate, per, nper, pv, fv, when) - - -def _pv_dispatcher(rate, nper, pmt, fv=None, when=None): - warnings.warn(_depmsg.format(name='pv'), - DeprecationWarning, stacklevel=3) - return (rate, nper, nper, pv, fv) - - -@array_function_dispatch(_pv_dispatcher) -def pv(rate, nper, pmt, fv=0, when='end'): - """ - Compute the present value. - - .. deprecated:: 1.18 - - `pv` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Given: - * a future value, `fv` - * an interest `rate` compounded once per period, of which - there are - * `nper` total - * a (fixed) payment, `pmt`, paid either - * at the beginning (`when` = {'begin', 1}) or the end - (`when` = {'end', 0}) of each period - - Return: - the value now - - Parameters - ---------- - rate : array_like - Rate of interest (per period) - nper : array_like - Number of compounding periods - pmt : array_like - Payment - fv : array_like, optional - Future value - when : {{'begin', 1}, {'end', 0}}, {string, int}, optional - When payments are due ('begin' (1) or 'end' (0)) - - Returns - ------- - out : ndarray, float - Present value of a series of payments or investments. - - Notes - ----- - The present value is computed by solving the equation:: - - fv + - pv*(1 + rate)**nper + - pmt*(1 + rate*when)/rate*((1 + rate)**nper - 1) = 0 - - or, when ``rate = 0``:: - - fv + pv + pmt * nper = 0 - - for `pv`, which is then returned. - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). - Open Document Format for Office Applications (OpenDocument)v1.2, - Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, - Pre-Draft 12. Organization for the Advancement of Structured Information - Standards (OASIS). Billerica, MA, USA. [ODT Document]. - Available: - http://www.oasis-open.org/committees/documents.php?wg_abbrev=office-formula - OpenDocument-formula-20090508.odt - - Examples - -------- - What is the present value (e.g., the initial investment) - of an investment that needs to total $15692.93 - after 10 years of saving $100 every month? Assume the - interest rate is 5% (annually) compounded monthly. - - >>> np.pv(0.05/12, 10*12, -100, 15692.93) - -100.00067131625819 - - By convention, the negative sign represents cash flow out - (i.e., money not available today). Thus, to end up with - $15,692.93 in 10 years saving $100 a month at 5% annual - interest, one's initial deposit should also be $100. - - If any input is array_like, ``pv`` returns an array of equal shape. - Let's compare different interest rates in the example above: - - >>> a = np.array((0.05, 0.04, 0.03))/12 - >>> np.pv(a, 10*12, -100, 15692.93) - array([ -100.00067132, -649.26771385, -1273.78633713]) # may vary - - So, to end up with the same $15692.93 under the same $100 per month - "savings plan," for annual interest rates of 4% and 3%, one would - need initial investments of $649.27 and $1273.79, respectively. - - """ - when = _convert_when(when) - (rate, nper, pmt, fv, when) = map(np.asarray, [rate, nper, pmt, fv, when]) - temp = (1+rate)**nper - fact = np.where(rate == 0, nper, (1+rate*when)*(temp-1)/rate) - return -(fv + pmt*fact)/temp - -# Computed with Sage -# (y + (r + 1)^n*x + p*((r + 1)^n - 1)*(r*w + 1)/r)/(n*(r + 1)^(n - 1)*x - -# p*((r + 1)^n - 1)*(r*w + 1)/r^2 + n*p*(r + 1)^(n - 1)*(r*w + 1)/r + -# p*((r + 1)^n - 1)*w/r) - -def _g_div_gp(r, n, p, x, y, w): - t1 = (r+1)**n - t2 = (r+1)**(n-1) - return ((y + t1*x + p*(t1 - 1)*(r*w + 1)/r) / - (n*t2*x - p*(t1 - 1)*(r*w + 1)/(r**2) + n*p*t2*(r*w + 1)/r + - p*(t1 - 1)*w/r)) - - -def _rate_dispatcher(nper, pmt, pv, fv, when=None, guess=None, tol=None, - maxiter=None): - warnings.warn(_depmsg.format(name='rate'), - DeprecationWarning, stacklevel=3) - return (nper, pmt, pv, fv) - - -# Use Newton's iteration until the change is less than 1e-6 -# for all values or a maximum of 100 iterations is reached. -# Newton's rule is -# r_{n+1} = r_{n} - g(r_n)/g'(r_n) -# where -# g(r) is the formula -# g'(r) is the derivative with respect to r. -@array_function_dispatch(_rate_dispatcher) -def rate(nper, pmt, pv, fv, when='end', guess=None, tol=None, maxiter=100): - """ - Compute the rate of interest per period. - - .. deprecated:: 1.18 - - `rate` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Parameters - ---------- - nper : array_like - Number of compounding periods - pmt : array_like - Payment - pv : array_like - Present value - fv : array_like - Future value - when : {{'begin', 1}, {'end', 0}}, {string, int}, optional - When payments are due ('begin' (1) or 'end' (0)) - guess : Number, optional - Starting guess for solving the rate of interest, default 0.1 - tol : Number, optional - Required tolerance for the solution, default 1e-6 - maxiter : int, optional - Maximum iterations in finding the solution - - Notes - ----- - The rate of interest is computed by iteratively solving the - (non-linear) equation:: - - fv + pv*(1+rate)**nper + pmt*(1+rate*when)/rate * ((1+rate)**nper - 1) = 0 - - for ``rate``. - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - .. [2] Wheeler, D. A., E. Rathke, and R. Weir (Eds.) (2009, May). - Open Document Format for Office Applications (OpenDocument)v1.2, - Part 2: Recalculated Formula (OpenFormula) Format - Annotated Version, - Pre-Draft 12. Organization for the Advancement of Structured Information - Standards (OASIS). Billerica, MA, USA. [ODT Document]. - Available: - http://www.oasis-open.org/committees/documents.php?wg_abbrev=office-formula - OpenDocument-formula-20090508.odt - - """ - when = _convert_when(when) - default_type = Decimal if isinstance(pmt, Decimal) else float - - # Handle casting defaults to Decimal if/when pmt is a Decimal and - # guess and/or tol are not given default values - if guess is None: - guess = default_type('0.1') - - if tol is None: - tol = default_type('1e-6') - - (nper, pmt, pv, fv, when) = map(np.asarray, [nper, pmt, pv, fv, when]) - - rn = guess - iterator = 0 - close = False - while (iterator < maxiter) and not close: - rnp1 = rn - _g_div_gp(rn, nper, pmt, pv, fv, when) - diff = abs(rnp1-rn) - close = np.all(diff < tol) - iterator += 1 - rn = rnp1 - if not close: - # Return nan's in array of the same shape as rn - return np.nan + rn - else: - return rn - - -def _irr_dispatcher(values): - warnings.warn(_depmsg.format(name='irr'), - DeprecationWarning, stacklevel=3) - return (values,) - - -@array_function_dispatch(_irr_dispatcher) -def irr(values): - """ - Return the Internal Rate of Return (IRR). - - .. deprecated:: 1.18 - - `irr` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - This is the "average" periodically compounded rate of return - that gives a net present value of 0.0; for a more complete explanation, - see Notes below. - - :class:`decimal.Decimal` type is not supported. - - Parameters - ---------- - values : array_like, shape(N,) - Input cash flows per time period. By convention, net "deposits" - are negative and net "withdrawals" are positive. Thus, for - example, at least the first element of `values`, which represents - the initial investment, will typically be negative. - - Returns - ------- - out : float - Internal Rate of Return for periodic input values. - - Notes - ----- - The IRR is perhaps best understood through an example (illustrated - using np.irr in the Examples section below). Suppose one invests 100 - units and then makes the following withdrawals at regular (fixed) - intervals: 39, 59, 55, 20. Assuming the ending value is 0, one's 100 - unit investment yields 173 units; however, due to the combination of - compounding and the periodic withdrawals, the "average" rate of return - is neither simply 0.73/4 nor (1.73)^0.25-1. Rather, it is the solution - (for :math:`r`) of the equation: - - .. math:: -100 + \\frac{39}{1+r} + \\frac{59}{(1+r)^2} - + \\frac{55}{(1+r)^3} + \\frac{20}{(1+r)^4} = 0 - - In general, for `values` :math:`= [v_0, v_1, ... v_M]`, - irr is the solution of the equation: [2]_ - - .. math:: \\sum_{t=0}^M{\\frac{v_t}{(1+irr)^{t}}} = 0 - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - .. [2] L. J. Gitman, "Principles of Managerial Finance, Brief," 3rd ed., - Addison-Wesley, 2003, pg. 348. - - Examples - -------- - >>> round(np.irr([-100, 39, 59, 55, 20]), 5) - 0.28095 - >>> round(np.irr([-100, 0, 0, 74]), 5) - -0.0955 - >>> round(np.irr([-100, 100, 0, -7]), 5) - -0.0833 - >>> round(np.irr([-100, 100, 0, 7]), 5) - 0.06206 - >>> round(np.irr([-5, 10.5, 1, -8, 1]), 5) - 0.0886 - - """ - # `np.roots` call is why this function does not support Decimal type. - # - # Ultimately Decimal support needs to be added to np.roots, which has - # greater implications on the entire linear algebra module and how it does - # eigenvalue computations. - res = np.roots(values[::-1]) - mask = (res.imag == 0) & (res.real > 0) - if not mask.any(): - return np.nan - res = res[mask].real - # NPV(rate) = 0 can have more than one solution so we return - # only the solution closest to zero. - rate = 1/res - 1 - rate = rate.item(np.argmin(np.abs(rate))) - return rate - - -def _npv_dispatcher(rate, values): - warnings.warn(_depmsg.format(name='npv'), - DeprecationWarning, stacklevel=3) - return (values,) - - -@array_function_dispatch(_npv_dispatcher) -def npv(rate, values): - """ - Returns the NPV (Net Present Value) of a cash flow series. - - .. deprecated:: 1.18 - - `npv` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Parameters - ---------- - rate : scalar - The discount rate. - values : array_like, shape(M, ) - The values of the time series of cash flows. The (fixed) time - interval between cash flow "events" must be the same as that for - which `rate` is given (i.e., if `rate` is per year, then precisely - a year is understood to elapse between each cash flow event). By - convention, investments or "deposits" are negative, income or - "withdrawals" are positive; `values` must begin with the initial - investment, thus `values[0]` will typically be negative. - - Returns - ------- - out : float - The NPV of the input cash flow series `values` at the discount - `rate`. - - Warnings - -------- - ``npv`` considers a series of cashflows starting in the present (t = 0). - NPV can also be defined with a series of future cashflows, paid at the - end, rather than the start, of each period. If future cashflows are used, - the first cashflow `values[0]` must be zeroed and added to the net - present value of the future cashflows. This is demonstrated in the - examples. - - Notes - ----- - Returns the result of: [2]_ - - .. math :: \\sum_{t=0}^{M-1}{\\frac{values_t}{(1+rate)^{t}}} - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - .. [2] L. J. Gitman, "Principles of Managerial Finance, Brief," 3rd ed., - Addison-Wesley, 2003, pg. 346. - - Examples - -------- - Consider a potential project with an initial investment of $40 000 and - projected cashflows of $5 000, $8 000, $12 000 and $30 000 at the end of - each period discounted at a rate of 8% per period. To find the project's - net present value: - - >>> rate, cashflows = 0.08, [-40_000, 5_000, 8_000, 12_000, 30_000] - >>> np.npv(rate, cashflows).round(5) - 3065.22267 - - It may be preferable to split the projected cashflow into an initial - investment and expected future cashflows. In this case, the value of - the initial cashflow is zero and the initial investment is later added - to the future cashflows net present value: - - >>> initial_cashflow = cashflows[0] - >>> cashflows[0] = 0 - >>> np.round(np.npv(rate, cashflows) + initial_cashflow, 5) - 3065.22267 - - """ - values = np.asarray(values) - return (values / (1+rate)**np.arange(0, len(values))).sum(axis=0) - - -def _mirr_dispatcher(values, finance_rate, reinvest_rate): - warnings.warn(_depmsg.format(name='mirr'), - DeprecationWarning, stacklevel=3) - return (values,) - - -@array_function_dispatch(_mirr_dispatcher) -def mirr(values, finance_rate, reinvest_rate): - """ - Modified internal rate of return. - - .. deprecated:: 1.18 - - `mirr` is deprecated; for details, see NEP 32 [1]_. - Use the corresponding function in the numpy-financial library, - https://pypi.org/project/numpy-financial. - - Parameters - ---------- - values : array_like - Cash flows (must contain at least one positive and one negative - value) or nan is returned. The first value is considered a sunk - cost at time zero. - finance_rate : scalar - Interest rate paid on the cash flows - reinvest_rate : scalar - Interest rate received on the cash flows upon reinvestment - - Returns - ------- - out : float - Modified internal rate of return - - References - ---------- - .. [1] NumPy Enhancement Proposal (NEP) 32, - https://numpy.org/neps/nep-0032-remove-financial-functions.html - """ - values = np.asarray(values) - n = values.size - - # Without this explicit cast the 1/(n - 1) computation below - # becomes a float, which causes TypeError when using Decimal - # values. - if isinstance(finance_rate, Decimal): - n = Decimal(n) - - pos = values > 0 - neg = values < 0 - if not (pos.any() and neg.any()): - return np.nan - numer = np.abs(npv(reinvest_rate, values*pos)) - denom = np.abs(npv(finance_rate, values*neg)) - return (numer/denom)**(1/(n - 1))*(1 + reinvest_rate) - 1 diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py index cd8862c94..556227c0d 100644 --- a/numpy/lib/function_base.py +++ b/numpy/lib/function_base.py @@ -1631,21 +1631,27 @@ def trim_zeros(filt, trim='fb'): # Numpy 1.20.0, 2020-07-31 warning = DeprecationWarning( "in the future trim_zeros will require a 1-D array as input " - "that is compatible with ndarray.astype(bool)" + "that supports elementwise comparisons with zero" ) warning.__cause__ = ex - warnings.warn(warning, stacklevel=3) - # Fall back to the old implementation if an exception is encountered - # Note that the same exception may or may not be raised here as well - return _trim_zeros_old(filt, trim) + # Fall back to the old implementation if an exception is encountered + # Note that the same exception may or may not be raised here as well + ret = _trim_zeros_old(filt, trim) + warnings.warn(warning, stacklevel=3) + return ret def _trim_zeros_new(filt, trim='fb'): """Newer optimized implementation of ``trim_zeros()``.""" - arr = np.asanyarray(filt).astype(bool, copy=False) - - if arr.ndim != 1: + arr_any = np.asanyarray(filt) + arr = arr_any != 0 if arr_any.dtype != bool else arr_any + + if arr is False: + # not all dtypes support elementwise comparisons with `0` (e.g. str); + # they will return `False` instead + raise TypeError('elementwise comparison failed; unsupported data type') + elif arr.ndim != 1: raise ValueError('trim_zeros requires an array of exactly one dimension') elif not len(arr): return filt @@ -3193,25 +3199,18 @@ def i0(x): """ Modified Bessel function of the first kind, order 0. - Usually denoted :math:`I_0`. This function does broadcast, but will *not* - "up-cast" int dtype arguments unless accompanied by at least one float or - complex dtype argument (see Raises below). + Usually denoted :math:`I_0`. Parameters ---------- - x : array_like, dtype float or complex + x : array_like of float Argument of the Bessel function. Returns ------- - out : ndarray, shape = x.shape, dtype = x.dtype + out : ndarray, shape = x.shape, dtype = float The modified Bessel function evaluated at each of the elements of `x`. - Raises - ------ - TypeError: array cannot be safely cast to required type - If argument consists exclusively of int dtypes. - See Also -------- scipy.special.i0, scipy.special.iv, scipy.special.ive @@ -3241,12 +3240,16 @@ def i0(x): Examples -------- >>> np.i0(0.) - array(1.0) # may vary - >>> np.i0([0., 1. + 2j]) - array([ 1.00000000+0.j , 0.18785373+0.64616944j]) # may vary + array(1.0) + >>> np.i0([0, 1, 2, 3]) + array([1. , 1.26606588, 2.2795853 , 4.88079259]) """ x = np.asanyarray(x) + if x.dtype.kind == 'c': + raise TypeError("i0 not supported for complex values") + if x.dtype.kind != 'f': + x = x.astype(float) x = np.abs(x) return piecewise(x, [x <= 8.0], [_i0_1, _i0_2]) diff --git a/numpy/lib/polynomial.py b/numpy/lib/polynomial.py index 1c124cc0e..7b89eeb70 100644 --- a/numpy/lib/polynomial.py +++ b/numpy/lib/polynomial.py @@ -1017,7 +1017,7 @@ def polydiv(u, v): (array([1.5 , 1.75]), array([0.25])) """ - truepoly = (isinstance(u, poly1d) or isinstance(u, poly1d)) + truepoly = (isinstance(u, poly1d) or isinstance(v, poly1d)) u = atleast_1d(u) + 0.0 v = atleast_1d(v) + 0.0 # w has the common type diff --git a/numpy/lib/tests/test_financial.py b/numpy/lib/tests/test_financial.py deleted file mode 100644 index 26e79bc06..000000000 --- a/numpy/lib/tests/test_financial.py +++ /dev/null @@ -1,380 +0,0 @@ -import warnings -from decimal import Decimal - -import numpy as np -from numpy.testing import ( - assert_, assert_almost_equal, assert_allclose, assert_equal, assert_raises - ) - - -def filter_deprecation(func): - def newfunc(*args, **kwargs): - with warnings.catch_warnings(record=True) as ws: - warnings.filterwarnings('always', category=DeprecationWarning) - func(*args, **kwargs) - assert_(all(w.category is DeprecationWarning for w in ws)) - return newfunc - - -class TestFinancial: - @filter_deprecation - def test_npv_irr_congruence(self): - # IRR is defined as the rate required for the present value of a - # a series of cashflows to be zero i.e. NPV(IRR(x), x) = 0 - cashflows = np.array([-40000, 5000, 8000, 12000, 30000]) - assert_allclose(np.npv(np.irr(cashflows), cashflows), 0, atol=1e-10, rtol=0) - - @filter_deprecation - def test_rate(self): - assert_almost_equal( - np.rate(10, 0, -3500, 10000), - 0.1107, 4) - - @filter_deprecation - def test_rate_decimal(self): - rate = np.rate(Decimal('10'), Decimal('0'), Decimal('-3500'), Decimal('10000')) - assert_equal(Decimal('0.1106908537142689284704528100'), rate) - - @filter_deprecation - def test_irr(self): - v = [-150000, 15000, 25000, 35000, 45000, 60000] - assert_almost_equal(np.irr(v), 0.0524, 2) - v = [-100, 0, 0, 74] - assert_almost_equal(np.irr(v), -0.0955, 2) - v = [-100, 39, 59, 55, 20] - assert_almost_equal(np.irr(v), 0.28095, 2) - v = [-100, 100, 0, -7] - assert_almost_equal(np.irr(v), -0.0833, 2) - v = [-100, 100, 0, 7] - assert_almost_equal(np.irr(v), 0.06206, 2) - v = [-5, 10.5, 1, -8, 1] - assert_almost_equal(np.irr(v), 0.0886, 2) - - # Test that if there is no solution then np.irr returns nan - # Fixes gh-6744 - v = [-1, -2, -3] - assert_equal(np.irr(v), np.nan) - - @filter_deprecation - def test_pv(self): - assert_almost_equal(np.pv(0.07, 20, 12000, 0), -127128.17, 2) - - @filter_deprecation - def test_pv_decimal(self): - assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0')), - Decimal('-127128.1709461939327295222005')) - - @filter_deprecation - def test_fv(self): - assert_equal(np.fv(0.075, 20, -2000, 0, 0), 86609.362673042924) - - @filter_deprecation - def test_fv_decimal(self): - assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), 0, 0), - Decimal('86609.36267304300040536731624')) - - @filter_deprecation - def test_pmt(self): - res = np.pmt(0.08 / 12, 5 * 12, 15000) - tgt = -304.145914 - assert_allclose(res, tgt) - # Test the edge case where rate == 0.0 - res = np.pmt(0.0, 5 * 12, 15000) - tgt = -250.0 - assert_allclose(res, tgt) - # Test the case where we use broadcast and - # the arguments passed in are arrays. - res = np.pmt([[0.0, 0.8], [0.3, 0.8]], [12, 3], [2000, 20000]) - tgt = np.array([[-166.66667, -19311.258], [-626.90814, -19311.258]]) - assert_allclose(res, tgt) - - @filter_deprecation - def test_pmt_decimal(self): - res = np.pmt(Decimal('0.08') / Decimal('12'), 5 * 12, 15000) - tgt = Decimal('-304.1459143262052370338701494') - assert_equal(res, tgt) - # Test the edge case where rate == 0.0 - res = np.pmt(Decimal('0'), Decimal('60'), Decimal('15000')) - tgt = -250 - assert_equal(res, tgt) - # Test the case where we use broadcast and - # the arguments passed in are arrays. - res = np.pmt([[Decimal('0'), Decimal('0.8')], [Decimal('0.3'), Decimal('0.8')]], - [Decimal('12'), Decimal('3')], [Decimal('2000'), Decimal('20000')]) - tgt = np.array([[Decimal('-166.6666666666666666666666667'), Decimal('-19311.25827814569536423841060')], - [Decimal('-626.9081401700757748402586600'), Decimal('-19311.25827814569536423841060')]]) - - # Cannot use the `assert_allclose` because it uses isfinite under the covers - # which does not support the Decimal type - # See issue: https://github.com/numpy/numpy/issues/9954 - assert_equal(res[0][0], tgt[0][0]) - assert_equal(res[0][1], tgt[0][1]) - assert_equal(res[1][0], tgt[1][0]) - assert_equal(res[1][1], tgt[1][1]) - - @filter_deprecation - def test_ppmt(self): - assert_equal(np.round(np.ppmt(0.1 / 12, 1, 60, 55000), 2), -710.25) - - @filter_deprecation - def test_ppmt_decimal(self): - assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000')), - Decimal('-710.2541257864217612489830917')) - - # Two tests showing how Decimal is actually getting at a more exact result - # .23 / 12 does not come out nicely as a float but does as a decimal - @filter_deprecation - def test_ppmt_special_rate(self): - assert_equal(np.round(np.ppmt(0.23 / 12, 1, 60, 10000000000), 8), -90238044.232277036) - - @filter_deprecation - def test_ppmt_special_rate_decimal(self): - # When rounded out to 8 decimal places like the float based test, this should not equal the same value - # as the float, substituted for the decimal - def raise_error_because_not_equal(): - assert_equal( - round(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), 8), - Decimal('-90238044.232277036')) - - assert_raises(AssertionError, raise_error_because_not_equal) - assert_equal(np.ppmt(Decimal('0.23') / Decimal('12'), 1, 60, Decimal('10000000000')), - Decimal('-90238044.2322778884413969909')) - - @filter_deprecation - def test_ipmt(self): - assert_almost_equal(np.round(np.ipmt(0.1 / 12, 1, 24, 2000), 2), -16.67) - - @filter_deprecation - def test_ipmt_decimal(self): - result = np.ipmt(Decimal('0.1') / Decimal('12'), 1, 24, 2000) - assert_equal(result.flat[0], Decimal('-16.66666666666666666666666667')) - - @filter_deprecation - def test_nper(self): - assert_almost_equal(np.nper(0.075, -2000, 0, 100000.), - 21.54, 2) - - @filter_deprecation - def test_nper2(self): - assert_almost_equal(np.nper(0.0, -2000, 0, 100000.), - 50.0, 1) - - @filter_deprecation - def test_npv(self): - assert_almost_equal( - np.npv(0.05, [-15000, 1500, 2500, 3500, 4500, 6000]), - 122.89, 2) - - @filter_deprecation - def test_npv_decimal(self): - assert_equal( - np.npv(Decimal('0.05'), [-15000, 1500, 2500, 3500, 4500, 6000]), - Decimal('122.894854950942692161628715')) - - @filter_deprecation - def test_mirr(self): - val = [-4500, -800, 800, 800, 600, 600, 800, 800, 700, 3000] - assert_almost_equal(np.mirr(val, 0.08, 0.055), 0.0666, 4) - - val = [-120000, 39000, 30000, 21000, 37000, 46000] - assert_almost_equal(np.mirr(val, 0.10, 0.12), 0.126094, 6) - - val = [100, 200, -50, 300, -200] - assert_almost_equal(np.mirr(val, 0.05, 0.06), 0.3428, 4) - - val = [39000, 30000, 21000, 37000, 46000] - assert_(np.isnan(np.mirr(val, 0.10, 0.12))) - - @filter_deprecation - def test_mirr_decimal(self): - val = [Decimal('-4500'), Decimal('-800'), Decimal('800'), Decimal('800'), - Decimal('600'), Decimal('600'), Decimal('800'), Decimal('800'), - Decimal('700'), Decimal('3000')] - assert_equal(np.mirr(val, Decimal('0.08'), Decimal('0.055')), - Decimal('0.066597175031553548874239618')) - - val = [Decimal('-120000'), Decimal('39000'), Decimal('30000'), - Decimal('21000'), Decimal('37000'), Decimal('46000')] - assert_equal(np.mirr(val, Decimal('0.10'), Decimal('0.12')), Decimal('0.126094130365905145828421880')) - - val = [Decimal('100'), Decimal('200'), Decimal('-50'), - Decimal('300'), Decimal('-200')] - assert_equal(np.mirr(val, Decimal('0.05'), Decimal('0.06')), Decimal('0.342823387842176663647819868')) - - val = [Decimal('39000'), Decimal('30000'), Decimal('21000'), Decimal('37000'), Decimal('46000')] - assert_(np.isnan(np.mirr(val, Decimal('0.10'), Decimal('0.12')))) - - @filter_deprecation - def test_when(self): - # begin - assert_equal(np.rate(10, 20, -3500, 10000, 1), - np.rate(10, 20, -3500, 10000, 'begin')) - # end - assert_equal(np.rate(10, 20, -3500, 10000), - np.rate(10, 20, -3500, 10000, 'end')) - assert_equal(np.rate(10, 20, -3500, 10000, 0), - np.rate(10, 20, -3500, 10000, 'end')) - - # begin - assert_equal(np.pv(0.07, 20, 12000, 0, 1), - np.pv(0.07, 20, 12000, 0, 'begin')) - # end - assert_equal(np.pv(0.07, 20, 12000, 0), - np.pv(0.07, 20, 12000, 0, 'end')) - assert_equal(np.pv(0.07, 20, 12000, 0, 0), - np.pv(0.07, 20, 12000, 0, 'end')) - - # begin - assert_equal(np.fv(0.075, 20, -2000, 0, 1), - np.fv(0.075, 20, -2000, 0, 'begin')) - # end - assert_equal(np.fv(0.075, 20, -2000, 0), - np.fv(0.075, 20, -2000, 0, 'end')) - assert_equal(np.fv(0.075, 20, -2000, 0, 0), - np.fv(0.075, 20, -2000, 0, 'end')) - - # begin - assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 1), - np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'begin')) - # end - assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0), - np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end')) - assert_equal(np.pmt(0.08 / 12, 5 * 12, 15000., 0, 0), - np.pmt(0.08 / 12, 5 * 12, 15000., 0, 'end')) - - # begin - assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 1), - np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'begin')) - # end - assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0), - np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end')) - assert_equal(np.ppmt(0.1 / 12, 1, 60, 55000, 0, 0), - np.ppmt(0.1 / 12, 1, 60, 55000, 0, 'end')) - - # begin - assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 1), - np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'begin')) - # end - assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0), - np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end')) - assert_equal(np.ipmt(0.1 / 12, 1, 24, 2000, 0, 0), - np.ipmt(0.1 / 12, 1, 24, 2000, 0, 'end')) - - # begin - assert_equal(np.nper(0.075, -2000, 0, 100000., 1), - np.nper(0.075, -2000, 0, 100000., 'begin')) - # end - assert_equal(np.nper(0.075, -2000, 0, 100000.), - np.nper(0.075, -2000, 0, 100000., 'end')) - assert_equal(np.nper(0.075, -2000, 0, 100000., 0), - np.nper(0.075, -2000, 0, 100000., 'end')) - - @filter_deprecation - def test_decimal_with_when(self): - """Test that decimals are still supported if the when argument is passed""" - # begin - assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), Decimal('1')), - np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'begin')) - # end - assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000')), - np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'end')) - assert_equal(np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), Decimal('0')), - np.rate(Decimal('10'), Decimal('20'), Decimal('-3500'), Decimal('10000'), 'end')) - - # begin - assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), Decimal('1')), - np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'begin')) - # end - assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0')), - np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'end')) - assert_equal(np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), Decimal('0')), - np.pv(Decimal('0.07'), Decimal('20'), Decimal('12000'), Decimal('0'), 'end')) - - # begin - assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), Decimal('1')), - np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'begin')) - # end - assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0')), - np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'end')) - assert_equal(np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), Decimal('0')), - np.fv(Decimal('0.075'), Decimal('20'), Decimal('-2000'), Decimal('0'), 'end')) - - # begin - assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), - Decimal('0'), Decimal('1')), - np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), - Decimal('0'), 'begin')) - # end - assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), - Decimal('0')), - np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), - Decimal('0'), 'end')) - assert_equal(np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), - Decimal('0'), Decimal('0')), - np.pmt(Decimal('0.08') / Decimal('12'), Decimal('5') * Decimal('12'), Decimal('15000.'), - Decimal('0'), 'end')) - - # begin - assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), - Decimal('0'), Decimal('1')), - np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), - Decimal('0'), 'begin')) - # end - assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), - Decimal('0')), - np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), - Decimal('0'), 'end')) - assert_equal(np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), - Decimal('0'), Decimal('0')), - np.ppmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('60'), Decimal('55000'), - Decimal('0'), 'end')) - - # begin - assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), - Decimal('0'), Decimal('1')).flat[0], - np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), - Decimal('0'), 'begin').flat[0]) - # end - assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), - Decimal('0')).flat[0], - np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), - Decimal('0'), 'end').flat[0]) - assert_equal(np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), - Decimal('0'), Decimal('0')).flat[0], - np.ipmt(Decimal('0.1') / Decimal('12'), Decimal('1'), Decimal('24'), Decimal('2000'), - Decimal('0'), 'end').flat[0]) - - @filter_deprecation - def test_broadcast(self): - assert_almost_equal(np.nper(0.075, -2000, 0, 100000., [0, 1]), - [21.5449442, 20.76156441], 4) - - assert_almost_equal(np.ipmt(0.1 / 12, list(range(5)), 24, 2000), - [-17.29165168, -16.66666667, -16.03647345, - -15.40102862, -14.76028842], 4) - - assert_almost_equal(np.ppmt(0.1 / 12, list(range(5)), 24, 2000), - [-74.998201, -75.62318601, -76.25337923, - -76.88882405, -77.52956425], 4) - - assert_almost_equal(np.ppmt(0.1 / 12, list(range(5)), 24, 2000, 0, - [0, 0, 1, 'end', 'begin']), - [-74.998201, -75.62318601, -75.62318601, - -76.88882405, -76.88882405], 4) - - @filter_deprecation - def test_broadcast_decimal(self): - # Use almost equal because precision is tested in the explicit tests, this test is to ensure - # broadcast with Decimal is not broken. - assert_almost_equal(np.ipmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')), - [Decimal('-17.29165168'), Decimal('-16.66666667'), Decimal('-16.03647345'), - Decimal('-15.40102862'), Decimal('-14.76028842')], 4) - - assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000')), - [Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-76.25337923'), - Decimal('-76.88882405'), Decimal('-77.52956425')], 4) - - assert_almost_equal(np.ppmt(Decimal('0.1') / Decimal('12'), list(range(5)), Decimal('24'), Decimal('2000'), - Decimal('0'), [Decimal('0'), Decimal('0'), Decimal('1'), 'end', 'begin']), - [Decimal('-74.998201'), Decimal('-75.62318601'), Decimal('-75.62318601'), - Decimal('-76.88882405'), Decimal('-76.88882405')], 4) diff --git a/numpy/lib/tests/test_financial_expired.py b/numpy/lib/tests/test_financial_expired.py new file mode 100644 index 000000000..e1d05da0c --- /dev/null +++ b/numpy/lib/tests/test_financial_expired.py @@ -0,0 +1,12 @@ +import sys +import pytest +import numpy as np + + +def test_financial_expired(): + if sys.version_info[:2] >= (3, 7): + match = 'NEP 32' + else: + match = None + with pytest.raises(AttributeError, match=match): + np.fv diff --git a/numpy/lib/tests/test_function_base.py b/numpy/lib/tests/test_function_base.py index 89c1a2d9b..34a395ee4 100644 --- a/numpy/lib/tests/test_function_base.py +++ b/numpy/lib/tests/test_function_base.py @@ -1169,7 +1169,7 @@ class TestTrimZeros: a = np.array([0, 0, 1, 0, 2, 3, 4, 0]) b = a.astype(float) c = a.astype(complex) - d = np.array([None, [], 1, False, 'b', 3.0, range(4), b''], dtype=object) + d = a.astype(object) def values(self): attr_names = ('a', 'b', 'c', 'd') @@ -1208,6 +1208,22 @@ class TestTrimZeros: res = trim_zeros(arr) assert_array_equal(arr, res) + @pytest.mark.parametrize( + 'arr', + [np.array([0, 2**62, 0]), + np.array([0, 2**63, 0]), + np.array([0, 2**64, 0])] + ) + def test_overflow(self, arr): + slc = np.s_[1:2] + res = trim_zeros(arr) + assert_array_equal(res, arr[slc]) + + def test_no_trim(self): + arr = np.array([None, 1, None]) + res = trim_zeros(arr) + assert_array_equal(arr, res) + class TestExtins: @@ -2111,8 +2127,9 @@ class Test_I0: i0(0.5), np.array(1.0634833707413234)) - A = np.array([0.49842636, 0.6969809, 0.22011976, 0.0155549]) - expected = np.array([1.06307822, 1.12518299, 1.01214991, 1.00006049]) + # need at least one test above 8, as the implementation is piecewise + A = np.array([0.49842636, 0.6969809, 0.22011976, 0.0155549, 10.0]) + expected = np.array([1.06307822, 1.12518299, 1.01214991, 1.00006049, 2815.71662847]) assert_almost_equal(i0(A), expected) assert_almost_equal(i0(-A), expected) @@ -2149,6 +2166,10 @@ class Test_I0: assert_array_equal(exp, res) + def test_complex(self): + a = np.array([0, 1 + 2j]) + with pytest.raises(TypeError, match="i0 not supported for complex values"): + res = i0(a) class TestKaiser: diff --git a/numpy/lib/tests/test_polynomial.py b/numpy/lib/tests/test_polynomial.py index cd0b90dc4..ab6691b43 100644 --- a/numpy/lib/tests/test_polynomial.py +++ b/numpy/lib/tests/test_polynomial.py @@ -243,6 +243,15 @@ class TestPolynomial: assert_equal(q.coeffs.dtype, np.complex128) assert_equal(r.coeffs.dtype, np.complex128) assert_equal(q*a + r, b) + + c = [1, 2, 3] + d = np.poly1d([1, 2, 3]) + s, t = np.polydiv(c, d) + assert isinstance(s, np.poly1d) + assert isinstance(t, np.poly1d) + u, v = np.polydiv(d, c) + assert isinstance(u, np.poly1d) + assert isinstance(v, np.poly1d) def test_poly_coeffs_mutable(self): """ Coefficients should be modifiable """ |